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VITAX vs. VVIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VITAX vs. VVIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Information Technology Index Fund Admiral Shares (VITAX) and Vanguard Value Index Fund Admiral Shares (VVIAX). The values are adjusted to include any dividend payments, if applicable.

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VITAX vs. VVIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VITAX
Vanguard Information Technology Index Fund Admiral Shares
-11.14%21.78%29.26%52.69%-29.67%30.36%45.93%48.72%2.51%37.07%
VVIAX
Vanguard Value Index Fund Admiral Shares
1.63%15.27%16.00%9.22%-2.07%26.51%2.29%25.81%-5.45%17.13%

Returns By Period

In the year-to-date period, VITAX achieves a -11.14% return, which is significantly lower than VVIAX's 1.63% return. Over the past 10 years, VITAX has outperformed VVIAX with an annualized return of 20.84%, while VVIAX has yielded a comparatively lower 11.61% annualized return.


VITAX

1D
-1.79%
1M
-7.83%
YTD
-11.14%
6M
-10.25%
1Y
23.94%
3Y*
20.87%
5Y*
14.06%
10Y*
20.84%

VVIAX

1D
-0.17%
1M
-6.36%
YTD
1.63%
6M
4.62%
1Y
14.15%
3Y*
14.45%
5Y*
10.62%
10Y*
11.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VITAX vs. VVIAX - Expense Ratio Comparison

VITAX has a 0.10% expense ratio, which is higher than VVIAX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VITAX vs. VVIAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VITAX
VITAX Risk / Return Rank: 4747
Overall Rank
VITAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VITAX Sortino Ratio Rank: 5252
Sortino Ratio Rank
VITAX Omega Ratio Rank: 4848
Omega Ratio Rank
VITAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VITAX Martin Ratio Rank: 3838
Martin Ratio Rank

VVIAX
VVIAX Risk / Return Rank: 5858
Overall Rank
VVIAX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VVIAX Sortino Ratio Rank: 5959
Sortino Ratio Rank
VVIAX Omega Ratio Rank: 6060
Omega Ratio Rank
VVIAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VVIAX Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VITAX vs. VVIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology Index Fund Admiral Shares (VITAX) and Vanguard Value Index Fund Admiral Shares (VVIAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VITAXVVIAXDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.04

-0.17

Sortino ratio

Return per unit of downside risk

1.39

1.50

-0.11

Omega ratio

Gain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratio

Return relative to maximum drawdown

1.26

1.25

+0.01

Martin ratio

Return relative to average drawdown

3.92

5.65

-1.73

VITAX vs. VVIAX - Sharpe Ratio Comparison

The current VITAX Sharpe Ratio is 0.87, which is comparable to the VVIAX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of VITAX and VVIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VITAXVVIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.04

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.77

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.70

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.40

+0.19

Correlation

The correlation between VITAX and VVIAX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VITAX vs. VVIAX - Dividend Comparison

VITAX's dividend yield for the trailing twelve months is around 0.46%, less than VVIAX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.46%0.40%0.60%0.65%0.91%0.63%0.82%1.11%1.29%0.99%1.31%1.28%
VVIAX
Vanguard Value Index Fund Admiral Shares
2.05%2.04%2.30%2.45%2.51%2.14%2.55%2.49%2.72%2.29%2.45%2.60%

Drawdowns

VITAX vs. VVIAX - Drawdown Comparison

The maximum VITAX drawdown since its inception was -54.81%, smaller than the maximum VVIAX drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for VITAX and VVIAX.


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Drawdown Indicators


VITAXVVIAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-59.32%

+4.51%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-11.28%

-5.10%

Max Drawdown (5Y)

Largest decline over 5 years

-35.10%

-17.14%

-17.96%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

-36.80%

+1.70%

Current Drawdown

Current decline from peak

-16.38%

-6.36%

-10.02%

Average Drawdown

Average peak-to-trough decline

-8.06%

-9.67%

+1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.24%

2.49%

+2.75%

Volatility

VITAX vs. VVIAX - Volatility Comparison

Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a higher volatility of 6.70% compared to Vanguard Value Index Fund Admiral Shares (VVIAX) at 3.26%. This indicates that VITAX's price experiences larger fluctuations and is considered to be riskier than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VITAXVVIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

3.26%

+3.44%

Volatility (6M)

Calculated over the trailing 6-month period

15.84%

7.52%

+8.32%

Volatility (1Y)

Calculated over the trailing 1-year period

27.38%

14.82%

+12.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.22%

13.90%

+11.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.69%

16.74%

+7.95%